+65.9%
EW vs TT
+91.4%
-25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +4.9% | +4.0% | +0.9% | +4.0% |
| 30D | +23.9% | -11.3% | +35.3% | +27.0% |
| 3M | +15.8% | -12.3% | +28.1% | +18.8% |
| 6M | +31.7% | -10.8% | +42.5% | +34.0% |
| YTD | +25.7% | +8.2% | +17.5% | +20.2% |
| 1Y | +24.4% | +1.5% | +23.0% | +21.4% |
| 3Y | +65.9% | +91.5% | -25.6% | +25.7% |
| All | +65.9% | +91.4% | -25.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling